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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
RRP £24.95 ($39.95)

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19.25 The Type-1 Gumbel Distribution

Function: double gsl_ran_gumbel1 (const gsl_rng * r, double a, double b)
This function returns a random variate from the Type-1 Gumbel distribution. The Type-1 Gumbel distribution function is,
p(x) dx = a b \exp(-(b \exp(-ax) + ax)) dx

for -\infty < x < \infty.

Function: double gsl_ran_gumbel1_pdf (double x, double a, double b)
This function computes the probability density p(x) at x for a Type-1 Gumbel distribution with parameters a and b, using the formula given above.

Function: double gsl_cdf_gumbel1_P (double x, double a, double b)
Function: double gsl_cdf_gumbel1_Q (double x, double a, double b)
Function: double gsl_cdf_gumbel1_Pinv (double P, double a, double b)
Function: double gsl_cdf_gumbel1_Qinv (double Q, double a, double b)
These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Type-1 Gumbel distribution with parameters a and b.
ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition